Jim Gatheral
About
Jim Gatheral has authored 45 papers that have received a total of 1.8k indexed citations.
This includes 43 papers in Finance, 21 papers in Economics and Econometrics and 5 papers in Computational Mechanics. The topics of these papers are Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (21 papers) and Complex Systems and Time Series Analysis (19 papers). Jim Gatheral is often cited by papers focused on Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (21 papers) and Complex Systems and Time Series Analysis (19 papers) and collaborates with scholars based in United States, Germany and France. Jim Gatheral's co-authors include Antoine Jacquier, Mathieu Rosenbaum, Christian Bayer, Radoš Radoičić and Peter K. Friz and has published in prestigious journals such as The Annals of Probability, Communications in Nonlinear Science and Numerical Simulation and Mathematical Finance.
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